On Wed, 2007-08-08 at 16:39 -0500, JURAJ HUSKA wrote:
> I recently encountered the following problem(?). I need to run some
> (long...) calculations overnight and I am using QuantLib (the C# dll
> generated by Swig) all over the place in my code. The calculation
> stops at midnight (or throws an exception caught somewhere in a
> try-catch statement). I don't exactly know where the problem is coming
> from but: can something go wrong if I start a calculation and let it
> run overnight untill the next day? Here I am mostly alluding to the
> possible screw-up caused by Evaluation Date changing at midnight.
Jurai,
yes, it's possible that the change of evaluation date at midnight
breaks the calculation. As a workaround, you can set it at the beginning
of your calculations so that it doesn't change---I don't remember the
interface of the C# bindings, but the syntax in C++ would be
Settings::instance().evaluationDate() = Date::todaysDate();
Later,
Luigi
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